-38.8%
STZ vs VYM
+77.8%
-116.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.3% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -10.9% | -1.3% | -9.6% | -10.0% |
| 3M | -13.4% | +4.1% | -17.5% | -15.9% |
| 6M | -16.2% | +9.8% | -26.0% | -21.8% |
| YTD | -10.4% | +15.3% | -25.8% | -19.7% |
| 1Y | -14.8% | +20.0% | -34.8% | -25.9% |
| 3Y | -50.1% | +66.2% | -116.4% | -66.4% |
| 5Y | -38.8% | +77.5% | -116.3% | -60.7% |
| All | -38.8% | +77.8% | -116.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling